Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).
| Version: | 1.1-1 |
| Depends: | R (≥ 3.1.0), copula |
| Imports: | graphics, stats |
| Published: | 2024-09-16 |
| DOI: | 10.32614/CRAN.package.HAC |
| Author: | Ostap Okhrin [aut], Alexander Ristig [aut], Gong Chen [cre] |
| Maintainer: | Gong Chen <gong.chen1 at tu-dresden.de> |
| License: | GPL (≥ 3) |
| URL: | https://tu-dresden.de/bu/verkehr/ivw/osv/die-professur/inhaber-in |
| NeedsCompilation: | no |
| Citation: | HAC citation info |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | HAC results |
| Reference manual: | HAC.pdf |
| Vignettes: |
HAC (source, R code) |
| Package source: | HAC_1.1-1.tar.gz |
| Windows binaries: | r-devel: HAC_1.1-1.zip, r-release: HAC_1.1-1.zip, r-oldrel: HAC_1.1-1.zip |
| macOS binaries: | r-release (arm64): HAC_1.1-1.tgz, r-oldrel (arm64): HAC_1.1-1.tgz, r-release (x86_64): HAC_1.1-1.tgz, r-oldrel (x86_64): HAC_1.1-1.tgz |
| Old sources: | HAC archive |
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